# On the Role of Reversible Instance Normalization

arXiv: https://arxiv.org/abs/2603.11869 · HTML: https://mlsanity.com/paper/2603.11869/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 25 references that are in the map.
- First posted on arXiv 12 Mar 2026.

## Builds on (most cited first, 17 of 17)

- [Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift](https://mlsanity.com/paper/1502.03167/) (2015)
- [Layer Normalization](https://mlsanity.com/paper/1607.06450/) (2016)
- [Advances and Open Problems in Federated Learning](https://mlsanity.com/paper/1912.04977/) (2019)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Group Normalization](https://mlsanity.com/paper/1803.08494/) (2018)
- [Instance Normalization: The Missing Ingredient for Fast Stylization](https://mlsanity.com/paper/1607.08022/) (2016)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning](https://mlsanity.com/paper/2505.23719/) (2025)
- [Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting](https://mlsanity.com/paper/2302.14829/) (2023)
- [Frequency Adaptive Normalization For Non-stationary Time Series Forecasting](https://mlsanity.com/paper/2409.20371/) (2024)
- [Beyond BatchNorm: Towards a Unified Understanding of Normalization in Deep Learning](https://mlsanity.com/paper/2106.05956/) (2021)
- [IN-Flow: Instance Normalization Flow for Non-stationary Time Series Forecasting](https://mlsanity.com/paper/2401.16777/) (2024)
- [Inner-Instance Normalization for Time Series Forecasting](https://mlsanity.com/paper/2510.08657/) (2025)

## Built on by (most cited first, 2 of 2)

- [CryptoL: Towards Scale Dominance and Physics Constraints Mitigation in Financial Multivariate Time Series Forecasting](https://mlsanity.com/paper/2609.11206/) (2026)
- [Raw-Routed Mixture of Adapters: A Causal Intervention for Routing Collapse in Time Series Foundation Models](https://mlsanity.com/paper/2609.39445/) (2026)

## Abstract (arXiv)

Data normalization is a crucial component of deep learning models, yet its role in time series forecasting remains insufficiently understood. In this paper, we identify three central challenges for normalization in time series forecasting: temporal input distribution shift, spatial input distribution shift, and conditional output distribution shift. In this context, we revisit the widely used Reversible Instance Normalization (RevIN), by showing through ablation studies that several of its components are redundant or even detrimental. Based on these observations, we draw new perspectives to improve RevIN's robustness and generalization.